Does anyone know how thralls can be found after you lose them when fast travelling?
Yes. The game still registers them as following you, but they don't automatically appear - this usually only happens when you fast-travel to the interior of one of the five walled cities. Sometimes they will run up to you if you if you wait a moment, but generally they will get 'pulled' to you whenever you enter an interior location, so do that as soon as you arrive at the city. On the other hand, you can generally prevent their temporary disappearance by fast-traveling to the stables outside the city and walking through the gates manually.
But since we're on the subject, be advised that certain corpses are scripted to disappear when you leave their presence (or rather once you find yourself in a different cell than they are in). NPCs spawned by random encounters are set to disappear as soon as you are out of the cell, and are not advisable to use as thralls - the only two exceptions I've found are Talsgar the Wanderer and the Old Orc.
Secondly, any citizen of one of the five walled cities will be removed roughly a day after they are killed so that they can be 'buried' in their respective Hall of the Dead, so if you thrall one and fast-travel to another city, odds are you'll lose them. But actually I found a little glitch for keeping them around in which you do just that but immediately return to the city in which you killed them and enter an interior location - they'll still appear thralled behind you, even though they've technically been buried (an urn or coffin will still be added in their honor). This is a way to keep the corpses of such citizens around, but thanks to patch 1.3, this glitch is pretty much useless anyway unless you really want such an NPC as a permanent thrall.